NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 23-Oct-2015

Day Change Summary
	Previous	Current
	22-Oct-2015	23-Oct-2015	Change	Change %	Previous Week
Open	2.683	2.654	-0.029	-1.1%	2.724
High	2.696	2.655	-0.041	-1.5%	2.741
Low	2.666	2.610	-0.056	-2.1%	2.610
Close	2.679	2.614	-0.065	-2.4%	2.614
Range	0.030	0.045	0.015	50.0%	0.131
ATR	0.038	0.040	0.002	5.9%	0.000
Volume	2,170	3,489	1,319	60.8%	11,857

Daily Pivots for day following 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.761	2.733	2.639
R3	2.716	2.688	2.626
R2	2.671	2.671	2.622
R1	2.643	2.643	2.618	2.635
PP	2.626	2.626	2.626	2.622
S1	2.598	2.598	2.610	2.590
S2	2.581	2.581	2.606
S3	2.536	2.553	2.602
S4	2.491	2.508	2.589

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.048	2.962	2.686
R3	2.917	2.831	2.650
R2	2.786	2.786	2.638
R1	2.700	2.700	2.626	2.678
PP	2.655	2.655	2.655	2.644
S1	2.569	2.569	2.602	2.547
S2	2.524	2.524	2.590
S3	2.393	2.438	2.578
S4	2.262	2.307	2.542

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.741	2.610	0.131	5.0%	0.034	1.3%	3%	False	True	2,371
10	2.787	2.610	0.177	6.8%	0.035	1.3%	2%	False	True	1,832

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.846
2.618	2.773
1.618	2.728
1.000	2.700
0.618	2.683
HIGH	2.655
0.618	2.638
0.500	2.633
0.382	2.627
LOW	2.610
0.618	2.582
1.000	2.565
1.618	2.537
2.618	2.492
4.250	2.419

Fisher Pivots for day following 23-Oct-2015
Pivot	1 day	3 day
R1	2.633	2.669
PP	2.626	2.651
S1	2.620	2.632

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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